I can't explain your problem but I can say that I've used the BT spam filter since its inception and found it good and unintrusive. I has never lost any mail and all the mail it stops is checkable on the BT website. I don't think it is able to return mail to the sender or block outgoing mail.
I have noticed recently, though, that it is letting more spam through its filter. This is most likely due to the vastly increased amount circulating these days.